+92.6%
HAS vs BG
+111.0%
-18.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -1.2% |
| 7D | +1.4% | +2.6% | -1.2% | +0.7% |
| 30D | +26.3% | -6.7% | +32.9% | +28.5% |
| 3M | +25.6% | -9.3% | +34.9% | +28.4% |
| 6M | +30.3% | -18.3% | +48.6% | +36.4% |
| YTD | +50.4% | +16.2% | +34.2% | +41.2% |
| 1Y | +57.7% | +7.6% | +50.1% | +51.5% |
| 3Y | +213.4% | +6.6% | +206.8% | +195.6% |
| 5Y | +49.1% | +22.2% | +26.9% | +30.1% |
| All | +92.6% | +111.0% | -18.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling